NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 54.28 53.01 -1.27 -2.3% 49.65
High 54.49 53.01 -1.48 -2.7% 56.07
Low 51.98 50.20 -1.78 -3.4% 48.55
Close 52.16 51.08 -1.08 -2.1% 53.66
Range 2.51 2.81 0.30 12.0% 7.52
ATR 2.88 2.87 0.00 -0.2% 0.00
Volume 114,785 100,274 -14,511 -12.6% 338,973
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 59.86 58.28 52.63
R3 57.05 55.47 51.85
R2 54.24 54.24 51.60
R1 52.66 52.66 51.34 52.05
PP 51.43 51.43 51.43 51.12
S1 49.85 49.85 50.82 49.24
S2 48.62 48.62 50.56
S3 45.81 47.04 50.31
S4 43.00 44.23 49.53
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 75.32 72.01 57.80
R3 67.80 64.49 55.73
R2 60.28 60.28 55.04
R1 56.97 56.97 54.35 58.63
PP 52.76 52.76 52.76 53.59
S1 49.45 49.45 52.97 51.11
S2 45.24 45.24 52.28
S3 37.72 41.93 51.59
S4 30.20 34.41 49.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.65 49.49 6.16 12.1% 2.86 5.6% 26% False False 89,723
10 56.07 45.52 10.55 20.7% 3.20 6.3% 53% False False 73,445
20 56.07 45.52 10.55 20.7% 2.87 5.6% 53% False False 58,484
40 59.99 45.52 14.47 28.3% 2.75 5.4% 38% False False 40,766
60 77.67 45.52 32.15 62.9% 2.59 5.1% 17% False False 32,285
80 82.00 45.52 36.48 71.4% 2.34 4.6% 15% False False 26,233
100 90.94 45.52 45.42 88.9% 2.21 4.3% 12% False False 22,314
120 93.40 45.52 47.88 93.7% 2.01 3.9% 12% False False 19,072
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.95
2.618 60.37
1.618 57.56
1.000 55.82
0.618 54.75
HIGH 53.01
0.618 51.94
0.500 51.61
0.382 51.27
LOW 50.20
0.618 48.46
1.000 47.39
1.618 45.65
2.618 42.84
4.250 38.26
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 51.61 52.93
PP 51.43 52.31
S1 51.26 51.70

These figures are updated between 7pm and 10pm EST after a trading day.

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